Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
27/02/2025 | 13.20% | 0.25 CHF | 0.28 CHF | 360,000 | 360,000 | 107,903 | 107,903 | 26,824 CHF | 30,604 CHF | 99.29% | 99.29% |
26/02/2025 | 13.58% | 0.25 CHF | 0.28 CHF | 360,000 | 360,000 | 109,143 | 109,143 | 27,067 CHF | 30,890 CHF | 100.00% | 100.00% |
25/02/2025 | 14.13% | 0.23 CHF | 0.27 CHF | 380,000 | 380,000 | 110,099 | 110,099 | 26,050 CHF | 29,926 CHF | 100.00% | 100.00% |
21/02/2025 | 12.57% | 0.31 CHF | 0.35 CHF | 320,000 | 320,000 | 96,671 | 96,671 | 29,981 CHF | 33,991 CHF | 99.92% | 99.92% |
20/02/2025 | 15.05% | 0.25 CHF | 0.29 CHF | 340,000 | 340,000 | 94,127 | 94,127 | 23,491 CHF | 27,225 CHF | 99.70% | 99.70% |
19/02/2025 | 13.30% | 0.28 CHF | 0.32 CHF | 340,000 | 340,000 | 89,058 | 89,058 | 24,931 CHF | 28,495 CHF | 99.65% | 99.65% |
18/02/2025 | 12.28% | 0.30 CHF | 0.34 CHF | 320,000 | 320,000 | 84,446 | 84,446 | 25,540 CHF | 28,919 CHF | 99.26% | 99.26% |
17/02/2025 | 11.97% | 0.32 CHF | 0.36 CHF | 20,000 | 20,000 | 19,887 | 19,887 | 6,249 CHF | 7,045 CHF | 100.00% | 100.00% |
14/02/2025 | 10.70% | 0.35 CHF | 0.39 CHF | 320,000 | 320,000 | 88,635 | 88,420 | 31,408 CHF | 34,870 CHF | 94.65% | 94.65% |
13/02/2025 | 13.12% | 0.29 CHF | 0.33 CHF | 340,000 | 340,000 | 89,602 | 89,602 | 26,056 CHF | 29,641 CHF | 99.90% | 99.90% |